Reference manual - version qle_version
This is the complete list of members for BlackVarianceSurfaceStdDevs, including all inherited members.
| accept(AcyclicVisitor &) override (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | virtual |
| BlackVarianceSurfaceMoneyness(const Calendar &cal, const Handle< Quote > &spot, const std::vector< Time > ×, const std::vector< Real > &moneyness, const std::vector< std::vector< Handle< Quote > > > &blackVolMatrix, const DayCounter &dayCounter, bool stickyStrike, bool flatExtrapMoneyness=false) | BlackVarianceSurfaceMoneyness | |
| BlackVarianceSurfaceMoneyness(const Date &referenceDate, const Calendar &cal, const Handle< Quote > &spot, const std::vector< Time > ×, const std::vector< Real > &moneyness, const std::vector< std::vector< Handle< Quote > > > &blackVolMatrix, const DayCounter &dayCounter, bool stickyStrike, bool flatExtrapMoneyness=false) | BlackVarianceSurfaceMoneyness | |
| BlackVarianceSurfaceStdDevs(const Calendar &cal, const Handle< Quote > &spot, const std::vector< Time > ×, const std::vector< Real > &stdDevs, const std::vector< std::vector< Handle< Quote > > > &blackVolMatrix, const DayCounter &dayCounter, const QuantLib::ext::shared_ptr< EqFxIndexBase > &index, bool stickyStrike=false, bool flatExtrapMoneyness=false) (defined in BlackVarianceSurfaceStdDevs) | BlackVarianceSurfaceStdDevs | |
| flatExtrapMoneyness_ (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | protected |
| maxDate() const override (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | |
| maxStrike() const override (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | |
| minStrike() const override (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | |
| moneyness() const (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | |
| moneyness_ (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | protected |
| performCalculations() const override (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | |
| populateVolMatrix(const QuantLib::Handle< QuantLib::BlackVolTermStructure > &termStructre, std::vector< std::vector< Handle< QuantLib::Quote > > > "esToPopulate, const std::vector< Real > ×, const std::vector< Real > &stdDevPoints, const QuantLib::Interpolation &forwardCurve, const QuantLib::Interpolation atmVolCurve) (defined in BlackVarianceSurfaceStdDevs) | BlackVarianceSurfaceStdDevs | static |
| spot_ (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | protected |
| stickyStrike_ (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | protected |
| times_ (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness | protected |
| update() override (defined in BlackVarianceSurfaceMoneyness) | BlackVarianceSurfaceMoneyness |